更新時間: 2020年4月3日 PM 10:08:55
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
27/02/20 23.700% 26778.62 16.507% 19.378% +4.322% 19.378% +4.322%
28/02/20 32.670% 26129.93 18.656% 18.995% +13.675% 23.832% +8.838%
02/03/20 28.740% 26291.68 18.682% 18.604% +10.136% 22.882% +5.858%
03/03/20 25.850% 26284.82 17.855% 18.034% +7.816% 22.034% +3.816%
04/03/20 23.670% 26222.07 17.694% 17.879% +5.791% 21.697% +1.973%
05/03/20 21.800% 26767.87 16.647% 17.907% +3.893% 21.584% +0.216%
06/03/20 26.420% 26146.67 18.293% 17.834% +8.586% 21.350% +5.070%
09/03/20 39.900% 25040.46 23.040% 18.706% +21.194% 21.932% +17.968%
10/03/20 33.870% 25392.51 23.379% 19.811% +14.059% 23.065% +10.805%
11/03/20 36.670% 25231.61 23.068% 20.885% +15.785% 24.145% +12.525%
12/03/20 45.470% 24309.07 25.576% 22.671% +22.799% 26.023% +19.447%
13/03/20 54.180% 24032.91 25.561% 24.125% +30.055% 27.493% +26.687%
16/03/20 64.800% 23063.57 27.870% 25.091% +39.709% 27.976% +36.824%
17/03/20 55.720% 23263.73 28.166% 26.048% +29.672% 28.830% +26.890%
18/03/20 59.920% 22291.82 30.331% 27.501% +32.419% 30.212% +29.708%
19/03/20 60.190% 21709.13 30.774% 28.541% +31.649% 31.119% +29.071%
20/03/20 49.680% 22805.07 37.116% 30.852% +18.828% 33.386% +16.294%
23/03/20 59.990% 21696.13 39.299% 33.137% +26.853% 35.043% +24.947%
24/03/20 44.720% 22663.49 43.538% 36.212% +8.508% 37.996% +6.724%
25/03/20 41.580% 23527.19 46.245% 39.394% +2.186% 41.012% +0.568%
26/03/20 44.980% 23352.34 46.237% 42.487% +2.493% 43.883% +1.097%
27/03/20 48.490% 23484.28 45.580% 44.179% +4.311% 45.268% +3.222%
30/03/20 47.570% 23175.11 45.592% 45.438% +2.132% 45.438% +2.132%
31/03/20 40.890% 23603.48 46.385% 46.008% -5.118% 56.589% -15.699%
01/04/20 43.110% 23085.79 46.732% 46.105% -2.995% 56.330% -13.220%
02/04/20 37.500% 23280.06 46.389% 46.136% -8.636% 55.988% -18.488%
03/04/20 35.510% 23236.11 45.782% 46.176% -10.666% 55.658% -20.148%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
27/02/20 25.840% 10593.11 18.484% 21.472% +4.368% 21.472% +4.368%
28/02/20 36.320% 10302.36 21.037% 21.094% +15.226% 26.465% +9.855%
02/03/20 30.960% 10485.17 21.695% 20.860% +10.100% 25.658% +5.302%
03/03/20 28.400% 10485.16 20.471% 20.380% +8.020% 24.900% +3.500%
04/03/20 25.750% 10521.78 20.266% 20.390% +5.360% 24.745% +1.005%
05/03/20 23.970% 10728.07 19.046% 20.503% +3.467% 24.713% -0.743%
06/03/20 29.210% 10456.93 20.939% 20.483% +8.727% 24.521% +4.689%
09/03/20 44.200% 9984.44 26.043% 21.353% +22.847% 25.036% +19.164%
10/03/20 37.510% 10153.37 26.356% 22.530% +14.980% 26.231% +11.279%
11/03/20 40.990% 10070.47 26.187% 23.714% +17.276% 27.415% +13.575%
12/03/20 50.290% 9725.72 28.244% 25.554% +24.736% 29.332% +20.958%
13/03/20 57.850% 9650.15 28.205% 27.007% +30.843% 30.778% +27.072%
16/03/20 69.040% 9227.60 30.852% 27.969% +41.071% 31.185% +37.855%
17/03/20 60.710% 9216.17 30.679% 28.833% +31.877% 31.912% +28.798%
18/03/20 65.810% 8800.62 32.972% 30.190% +35.620% 33.166% +32.644%
19/03/20 66.210% 8559.64 33.448% 31.231% +34.979% 34.053% +32.157%
20/03/20 53.080% 9118.67 42.129% 34.016% +19.064% 36.810% +16.270%
23/03/20 62.390% 8751.76 43.102% 36.466% +25.924% 38.563% +23.827%
24/03/20 46.430% 9184.44 47.483% 39.827% +6.603% 41.790% +4.640%
25/03/20 43.260% 9529.49 49.749% 43.182% +0.078% 44.956% -1.696%
26/03/20 47.310% 9447.56 49.688% 46.430% +0.880% 47.956% -0.646%
27/03/20 51.420% 9504.92 48.778% 47.760% +3.660% 48.937% +2.483%
30/03/20 49.920% 9402.17 48.451% 48.830% +1.090% 48.830% +1.090%
31/03/20 43.080% 9594.77 49.264% 49.186% -6.106% 60.498% -17.418%
01/04/20 45.040% 9404.98 49.520% 49.140% -4.100% 60.038% -14.998%
02/04/20 39.650% 9526.56 49.480% 49.099% -9.449% 59.584% -19.934%
03/04/20 38.040% 9491.10 48.692% 49.081% -11.041% 59.160% -21.120%